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According to some rumors, Gengar's double is Clefairy. Seeing that they are both the same size starts us off. Also, if you think about it, Clefairy is a Normal type Pokemon, while Gengar is a Ghost type. That may not seem weird at first, but when you think about it, it is.

You see, there are rumors that when someone sees their doppelgänger, it is a ghost of them, and they die when making eye/physical contact with them. Now, that is where their typing comes in. Gengar is a ghost type and the opposite to Clefairy. Also, since their STAB moves make them immune to each other, would you want to hit your shadow?

Now, they are even pretty close in appearance. They have the same distinctive:

Hands

Ears

Feet

it's said that Clefairy's back-wings became spikes on Gengar's back, and that Clefairy's curled hair is spiked on Gengar. Also, their tales are the same way, Clefairy's curled, while Gengar's was straight.

So in the end, these are the only Fan-made explanations that people have come up with. No one really knows except for the GameFreaks. But this makes you wonder...

Bulbapedia has a perfect explanation:
> Gengar and Gangar are possibly a shortening of doppelgänger, a double of a person, which is fitting for a Pokémon with a habit of pretending to be a person's shadow. The kanji 幻 maboroshi can also be read as gen and is used in words meaning phantom or illusion. There is also a striking pronunciation similarity to the Danish word genganger.
~Bulbapedia

The double bit comes from when it tries to be humans shadows. According to Bulbapedia.

Well for starters, it is known as the Shadow Pokemon. It might be a reference to how shadows are kind of like the doppelgänger of ones form. Also, there was a rumor somewhere that it was supposed to have a Duality thing going on with Clefable, but thats unconfirmed